Gradient sampling methods for nonsmooth optimization

JV Burke, FE Curtis, AS Lewis, ML Overton… - … optimization: State of …, 2020 - Springer
This article reviews the gradient sampling methodology for solving nonsmooth, nonconvex
optimization problems. We state an intuitively straightforward gradient sampling algorithm …

[图书][B] Interpolatory methods for model reduction

Dynamical systems are at the core of computational models for a wide range of complex
phenomena and, as a consequence, the simulation of dynamical systems has become a …

A BFGS-SQP method for nonsmooth, nonconvex, constrained optimization and its evaluation using relative minimization profiles

FE Curtis, T Mitchell, ML Overton - Optimization Methods and …, 2017 - Taylor & Francis
We propose an algorithm for solving nonsmooth, nonconvex, constrained optimization
problems as well as a new set of visualization tools for comparing the performance of …

Bundled gradients through contact via randomized smoothing

HJT Suh, T Pang, R Tedrake - IEEE Robotics and Automation …, 2022 - ieeexplore.ieee.org
The empirical success of derivative-free methods in reinforcement learning for planning
through contact seems at odds with the perceived fragility of classical gradient-based …

DC optimal power flow with joint chance constraints

A Pena-Ordieres, DK Molzahn… - IEEE Transactions on …, 2020 - ieeexplore.ieee.org
Managing uncertainty and variability in power injections has become a major concern for
power system operators due to increasing levels of fluctuating renewable energy connected …

Elements of style: learning perceptual shape style similarity

Z Lun, E Kalogerakis, A Sheffer - ACM Transactions on graphics (TOG), 2015 - dl.acm.org
The human perception of stylistic similarity transcends structure and function: for instance, a
bed and a dresser may share a common style. An algorithmically computed style similarity …

Solving chance-constrained problems via a smooth sample-based nonlinear approximation

A Peña-Ordieres, JR Luedtke, A Wächter - SIAM Journal on Optimization, 2020 - SIAM
We introduce a new method for solving nonlinear continuous optimization problems with
chance constraints. Our method is based on a reformulation of the probabilistic constraint as …

An improved unconstrained approach for bilevel optimization

X Hu, N Xiao, X Liu, KC Toh - SIAM Journal on Optimization, 2023 - SIAM
In this paper, we focus on the nonconvex-strongly-convex bilevel optimization problem
(BLO). In this BLO, the objective function of the upper-level problem is nonconvex and …

A quasi-Newton algorithm for nonconvex, nonsmooth optimization with global convergence guarantees

FE Curtis, X Que - Mathematical Programming Computation, 2015 - Springer
A line search algorithm for minimizing nonconvex and/or nonsmooth objective functions is
presented. The algorithm is a hybrid between a standard Broyden–Fletcher–Goldfarb …

An SQP method combined with gradient sampling for small-signal stability constrained OPF

P Li, J Qi, J Wang, H Wei, X Bai… - IEEE Transactions on …, 2016 - ieeexplore.ieee.org
Small-Signal Stability Constrained Optimal Power Flow (SSSC-OPF) can provide additional
stability measures and control strategies to guarantee the system to be small-signal stable …